Optimal surrender policy of guaranteed minimum maturity benefits in variable annuities with regime-switching volatility
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Publication:6484469
DOI10.1155/2021/9969937zbMATH Open1512.91151MaRDI QIDQ6484469FDOQ6484469
Authors: Xiankang Luo, Jie Xing 
Publication date: 25 January 2022
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
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- Optimal surrender time for a variable annuity with a fixed insurance fee
- Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
- Variable annuity with a surrender option under multiscale stochastic volatility
- Optimal stopping behavior of equity-linked investment products with regime switching
- Optimal surrender strategies for equity-indexed annuity investors
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
- Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
- Optimal initiation of a GLWB in a variable annuity: no arbitrage approach
- Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees
- Optimal surrender policy for reverse mortgage loans
- An analytical study of participating policies with minimum rate guarantee and surrender option
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- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk
- Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees
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